LMOMENTS: Stata module to generate L-moments and derived statistics

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: lmoments generates L-moments and derived statistics. L-moments offer a systematic, satisfying and indeed elegant approach to the summarization of theoretical distributions and data samples and have applications in the estimation of parameters and of quantiles, and in hypothesis tests for probability distributions. See Hosking, J.R.M. 1992. Moments or L moments? An example comparing two measures of distributional shape. American Statistician 46, 186-189. This is version 6.0.0 of the software. Stata 10 is required for lmoments and for an ancillary command lmose. (Previous versions are also included as lmoments9, lmoments8 and lmoments6, for which the minimum requirements are Stata 9, 8 and 6 respectively.)

Language: Stata
Requires: Stata version 10 (9 for lmoments 9, 8 for lmoments8, 6 for lmoments6)
Keywords: L-moments; frequency distributions (search for similar items in EconPapers)
Date: 1998-04-27, Revised 2013-10-22
Note: This module may be installed from within Stata by typing "ssc install lmoments". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmoments.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmose.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmose.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments9.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments9.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments8.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments8.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments6.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmoments6.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s341902

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().